Heavy-Tail Phenomena (Q5468884)
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scientific article; zbMATH DE number 5021527
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heavy-Tail Phenomena |
scientific article; zbMATH DE number 5021527 |
Statements
Heavy-Tail Phenomena (English)
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3 May 2006
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acf
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activity rate
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almost surely continuous
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alternative Hill plot
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angular measure
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ARCH
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ARMA
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Arzelà-Ascoli theorem
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asymptotic independence
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asymptotic normality
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augmentation
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autocorrelation
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autoregressive model
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auxiliary function
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binding
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bootstrap
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Boston University data
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Breiman theorem
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Brownian motion
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Cauchy
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centering
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characteristic function
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coefficient of tail dependence
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compact
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compactness condition
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cone
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subcone
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connection rate
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consistent estimator
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continuous mapping theorem
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convergence
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Cramer-Wold device
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crash course
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Danish data
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decomposition
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diagnostics
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differentiation
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domain of attraction
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Donsker's theorem
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duration
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empirical measure
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exceedance
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exchange rate
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exponent of variation
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extremal process
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extremes
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extreme-value theory
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finite-dimensional convergence
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fractional Brownian motion
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functional
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GARCH
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Glivenko-Cantelli theorem
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Hausdorff metric
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heavy-traffic
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hidden regular variation
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Hill estimator
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Hill plot
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homogeneous Poisson process
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independence
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independent increments
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infinite-node Poisson model
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infinite-order moving average
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insurance
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Internet HTTP response data
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inversion
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Itô construction
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Karamata representation
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Kolmogorov convergence criterion
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Kolmogorov inequality
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Laplace functional
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Laplace transform
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least squares
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Lévy process
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limit theory
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limiting measure
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Lindley queues
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local uniform convergence
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long-range dependence
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marking
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metric
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Mittag-Leffler distribution
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modulus of continuity
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moment estimator
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monotone function
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multivariate heavy tail
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multivariate regular variation
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negative drift
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network model
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noncompliance
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one-dimensional convergence
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one-point uncompactification
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order statistics
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PP plot
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partial sum
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Pareto distribution
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Pickands estimator
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QQ estimator
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QQ plot
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Poisson process
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Poisson transform
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Portmanteau theorem
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POT method
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Potter bounds
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PRM
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Prohorov theorem
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quantiles
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queuing model
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Radon measure
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random walk
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ranks
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regular variation
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regularly varying density
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renewal theory
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returns
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second converging together theorem
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self-similarity
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semiparametric
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Skorohod convergence
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Slutsky's theorem
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stable Lévy motion
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Stǎricǎ plot
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stochastic continuity
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subsequence
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time-series models
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topology
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totally skewed
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transformation
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transition function
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transmission rate
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Urysohn lemma
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vague metric
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vague topology
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value-at-risk
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Vervaat's lemma
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von Mises condition
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waiting time
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weak convergence
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